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If it is not in the man pages or the how-to's this is the place!

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Introduction to Linux - A Hands on Guide

This guide was created as an overview of the Linux Operating System, geared toward new users as an exploration tour and getting started guide, with exercises at the end of each chapter.
For more advanced trainees it can be a desktop reference, and a collection of the base knowledge needed to proceed with system and network administration. This book contains many real life examples derived from the author's experience as a Linux system and network administrator, trainer and consultant. They hope these examples will help you to get a better understanding of the Linux system and that you feel encouraged to try out things on your own.

If you are just asking about installing a program.
It can be done either from the command line or, usually, also from the GUI.
You don't list which distribution of Linux you are using. That would make a difference either way.

I'm pretty sure Mandrake has kppp as a default package.
Are you upgrading or something?
The "kppp-1.6.25.tar.bz2" sounds like a source code file, which is not what you want unless you mean to compile the program yourself. You probably want to find an RPM to install KPPP, if neeed.

....and that install file is a text file to tell you HOWTO install kppp not to actually install the program...and to go through the process you must:
tar -jxvf kpp-x-x.tar.bz2
"cd" into the extracted files directory
and then typically you will do:
./configure
make
su -c "make install"type root password

so if this doesn't stand true, the INSTALL file will make the liar of me

KPPP is the default dialer for Mandrake 9.1,if its not already listed under the www menu,it's on your instalation CD's.Go to install software in Mandrake control Center and search KPPP and it will tell you what cd to use.